Differential games with asymmetric information and without Isaacs' condition

DOI10.1007/S00182-015-0482-XzbMATH Open1388.91058arXiv1407.4368OpenAlexW1582294547MaRDI QIDQ524959FDOQ524959

Authors: Marc Quincampoix, Catherine Rainer, Rainer Buckdahn, Yuhong Xu 

Publication date: 27 April 2017

Published in: International Journal of Game Theory (Search for Journal in Brave)

Abstract: We investigate a two-player zero-sum differential game with asymmetric information on the payoff and without Isaacs condition. The dynamics is an ordinary differential equation parametrised by two controls chosen by the players. Each player has a private information on the payoff of the game, while his opponent knows only the probability distribution on the information of the other player. We show that a suitable definition of random strategies allows to prove the existence of a value in mixed strategies. Moreover, the value function can be characterised in term of the unique viscosity solution in some dual sense of a Hamilton-Jacobi-Isaacs equation. Here we do not suppose the Isaacs condition which is usually assumed in differential games.

Full work available at URL: https://arxiv.org/abs/1407.4368

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zbMATH Keywords

viscosity solutionasymmetric informationzero-sum differential gamedual gameIsaacs' conditionsubdynamic programming principle

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cited In (23)

• A zero sum differential game with correlated informations on the initial position. A case with a continuum of initial positions
• Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side
• Zero-sum and nonzero-sum differential games without Isaacs condition
• Title not available (Why is that?)
• Repeated Games with Lack of Information on One Side: The Dual Differential Approach
• Continuous-time Markov games with asymmetric information
• Differential games
• Existence of value for a differential game with asymmetric information and signal revealing
• Limit value of dynamic zero-sum games with vanishing stage duration
• Differential games with incomplete information on a continuum of initial positions and without Isaacs condition
• Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies
• Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
• Pure and random strategies in differential game with incomplete informations
• Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition
• A differential game with a blind player
• Information issues in differential game theory
• Infinite horizon differential games with asymmetric information
• Stochastic differential games with asymmetric information
• Existence of value for a differential game with incomplete information and revealing
• Differential games with incomplete information and with signal revealing: the symmetric case
• Differential Games with Asymmetric Information
• Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information
• Uncoupling Isaacs equations in two-player nonzero-sum differential games. Parental conflict over care as an example

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